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Here are the recent Bear Catcher Combined signals as taken from GTR1 using GTR1 Helper 4.5. The complete set of signals may be found by running GTR1 with the BCC url: http://gtr1.net/2013/?!!QlpoMTFBWSZTWVb2ik4AAiLfgB...
Launch the url, take the option for Detailed Report and check the box for Signal Values. Finally, click "Run Backtest" and then download the report.

Larry

  Date    Signal   SMA    NH/NL  DBE
20241219    5      Bull   Bear   Bull
20241213    5      Bull   Bear   Bull
20241125    7      Bull   Bull   Bull
20241118    5      Bull   Bear   Bull
20241105    7      Bull   Bull   Bull
20241031    5      Bull   Bear   Bull
20241014    7      Bull   Bull   Bull
20241001    5      Bull   Bear   Bull
20240916    7      Bull   Bull   Bull
20240904    5      Bull   Bear   Bull
20240821    7      Bull   Bull   Bull
20240802    5      Bull   Bear   Bull
20240712    7      Bull   Bull   Bull
20240523    5      Bull   Bear   Bull
20240506    7      Bull   Bull   Bull
20240404    5      Bull   Bear   Bull
20240321    7      Bull   Bull   Bull
20240314    5      Bull   Bear   Bull
20240208    7      Bull   Bull   Bull
20240205    5      Bull   Bear   Bull
20240129    7      Bull   Bull   Bull
20240111    5      Bull   Bear   Bull
20231201    7      Bull   Bull   Bull
20230804    5      Bull   Bear   Bull
20230728    7      Bull   Bull   Bull
20230727    5      Bull   Bear   Bull
20230711    7      Bull   Bull   Bull
20230623    5      Bull   Bear   Bull
20230608    7      Bull   Bull   Bull
20230607    6      Bear   Bull   Bull

It seems that NH/NL has become more volatile in recent years, indicative of a "thinner" market dominated by the Mag7 / megacap tech stocks.

11 flips in 11 months this year (using GTR1's def, anyway). Up until about 10 years ago there were an average of 2.25 a year.

[NHNL] - 11 flips in 11 months this year

Yes, you would have done much better if you had ignored NH-NL these past 2 years.

Regarding the BCCs in general, you would have matched the market's return this year if your rule was to sell your index ETF only if all 3 BCCs flipped bearish. That never happened this year.

But if your rule was was to sell when any of the BCCs - including NH-NL - flipped bearish, and rebuy only when all 3 flipped back bullish, then your YTD return would only have been 1.7%. So you'd actually be losing money due to inflation.

The S&P 500 has returned 26% this year (including dividends).

See this thread on how to backtest both the strategies above: https://www.shrewdm.com/MB?pid=-2&previousPostID=7...

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